Record number :
1557001
Title of article :
Multivariate Maximum Entropy Spectrum
Author/Authors :
Choi، نويسنده , , B.S.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1993
Pages :
5
From page :
56
To page :
60
Abstract :
Burg′s maximum entropy spectrum given the first p + 1 autocovariances is the spectrum of an autoregressive process of order p. The purpose of this paper is to present a multivariate version of Burg′s spectrum.
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis
Serial Year :
1993
Link To Document :
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